+33.4%
AG vs BN
-3.9%
+37.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +6.1% | +3.1% | +4.4% |
| 7D | -2.6% | +12.0% | -14.6% | -10.8% |
| 30D | -12.1% | +17.0% | -29.1% | -22.3% |
| 3M | -6.6% | -3.2% | -3.4% | -4.6% |
| 6M | -20.5% | -3.9% | -16.6% | -17.9% |
| YTD | -7.4% | -5.6% | -1.8% | -5.9% |
| 1Y | +33.4% | -4.7% | +38.1% | +34.0% |
| All | +33.4% | -3.9% | +37.3% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling